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Książka Asymptotic Statistical Inference Madhuri Kulkarni

Asymptotic Statistical Inference

Autor: Madhuri Kulkarni
Język: Angielski
Oprawa: Twarda
Wydawca: Springer Verlag, Singapore
Dostępność: Dostępna u dostawcy w małych ilościach
Wysyłamy za 11-15 dni
514.56 zł
The book presents the fundamental concepts from asymptotic statistical inference theory, elaborating...

Informacje o książce

Autor
Madhuri Kulkarni
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2021
strony
529
EAN
9789811590023
ISBN
9811590028
Enbook ID
33124797
Wydawca
Springer Verlag, Singapore
Waga
934
Wymiary
242 x 166 x 37

Pełny opis

The book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The most desirable property of consistency of an estimator and its large sample distribution, with suitable normalization, are discussed, the focus being on the consistent and asymptotically normal (CAN) estimators. It is shown that for the probability models belonging to an exponential family and a Cramer family, the maximum likelihood estimators of the indexing parameters are CAN. The book describes some large sample test procedures, in particular, the most frequently used likelihood ratio test procedure. Various applications of the likelihood ratio test procedure are addressed, when the underlying probability model is a multinomial distribution. These include tests for the goodness of fit and tests for contingency tables. The book also discusses a score test and Wald's test, their relationship with the likelihood ratio test and Karl Pearson's chi-square test. An important finding is that, while testing any hypothesis about the parameters of a multinomial distribution, a score test statistic and Karl Pearson's chi-square test statistic are identical.

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